Antigravity-awesome-skills risk-metrics-calculation

Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.

install

source · Clone the upstream repo

git clone https://github.com/sickn33/antigravity-awesome-skills

Claude Code · Install into ~/.claude/skills/

T=$(mktemp -d) && git clone --depth=1 https://github.com/sickn33/antigravity-awesome-skills "$T" && mkdir -p ~/.claude/skills && cp -r "$T/plugins/antigravity-awesome-skills-claude/skills/risk-metrics-calculation" ~/.claude/skills/sickn33-antigravity-awesome-skills-risk-metrics-calculation && rm -rf "$T"

manifest: plugins/antigravity-awesome-skills-claude/skills/risk-metrics-calculation/SKILL.md

Risk Metrics Calculation

Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.

Use this skill when

Measuring portfolio risk
Implementing risk limits
Building risk dashboards
Calculating risk-adjusted returns
Setting position sizes
Regulatory reporting

Do not use this skill when

The task is unrelated to risk metrics calculation
You need a different domain or tool outside this scope

Instructions

Clarify goals, constraints, and required inputs.
Apply relevant best practices and validate outcomes.
Provide actionable steps and verification.
If detailed examples are required, open
```
resources/implementation-playbook.md
```
.

Resources

```
resources/implementation-playbook.md
```
for detailed patterns and examples.

Limitations

Use this skill only when the task clearly matches the scope described above.
Do not treat the output as a substitute for environment-specific validation, testing, or expert review.
Stop and ask for clarification if required inputs, permissions, safety boundaries, or success criteria are missing.